+148.7%
XLK vs PFE
-21.0%
+169.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | +0.2% | -2.6% | +2.8% | +0.6% |
| 30D | -0.6% | +5.4% | -6.0% | -1.5% |
| 3M | +2.6% | +7.8% | -5.2% | +1.3% |
| 6M | +34.0% | +5.0% | +28.9% | +32.8% |
| YTD | +30.7% | +17.1% | +13.6% | +27.1% |
| 1Y | +39.2% | +19.3% | +19.9% | +34.6% |
| 3Y | +120.4% | -0.9% | +121.4% | +118.2% |
| All | +148.7% | -21.0% | +169.8% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling